Quantechnical
MMD
2024-06-01
1 Data
## [1] "Earliest Price Date : 2023-08-16"## [1] "Latest Price Date : 2024-06-24"## [1] "Market Price used : 2024-06-24"## Ticker Close DateTime Trend SO SOSignal Ch1D YestCh Ch5D
## 1 BFIN 885 2024-06-24 Downtrend 75.22 Warning Sell -2.21 2.26 0.57
## 2 IMPC 350 2024-06-24 Downtrend 30.99 Warning Sell 0.00 1.16 -5.41
## 3 BMRI 6000 2024-06-24 Uptrend 71.21 Sell Now -2.04 2.94 2.13
## 4 ICBP 10300 2024-06-24 Downtrend 40.92 Warning Sell 0.00 1.23 -3.51
## 5 MPMX 955 2024-06-24 Downtrend 71.52 Warning Sell 1.06 1.07 0.53
## 6 ADMR 1320 2024-06-24 New Downtrend 30.00 Sell Now -2.22 -0.37 0.38
## Ch20D Ch60D YTDRet Volume ChTurnover ChTurnover5D AvgCondition
## 1 -16.51 -31.92 -16.11 --- -0.64 -0.79 Low TO
## 2 -5.41 -10.26 9.38 --- -0.14 -0.71 Low TO
## 3 -0.41 -15.79 20.89 --- -0.69 -0.63 Low TO
## 4 -0.96 -4.41 3.00 --- -0.80 -0.61 High TO
## 5 -8.61 -8.61 -14.73 --- -0.64 -0.61 Low TO
## 6 -1.49 -9.28 -22.12 Above Average -0.26 -0.52 Low TO
## KairiMABB20 KairiMABB60 KairiMABB200 RelativeTrendStart
## 1 -7.54 -16.67 -20.74 ---
## 2 0.36 -0.44 -0.45 ---
## 3 1.14 -4.56 -1.73 Relative Downtrend Start
## 4 0.18 0.78 -2.64 ---
## 5 -4.07 -2.98 -4.26 ---
## 6 -2.62 1.20 1.92 ---
## RelativeTrend RelativeMomentum EnteringQuadrant
## 1 Relative Downtrend Relative Down Momentum ---
## 2 Relative Downtrend Relative Up Momentum ---
## 3 Relative Downtrend Relative Up Momentum Enter Sprint Quadrant
## 4 Relative Downtrend Relative Up Momentum ---
## 5 Relative Downtrend Relative Down Momentum ---
## 6 Relative Uptrend Relative Down Momentum ---
## Quadrant BB Bandwidth BandwidthDirection F1D F2D F1Wk
## 1 Loser Quadrant 23.18 32.15 0.40 0 3.50 39.54
## 2 Sprint Quadrant 42.77 9.03 -1.63 0 0.15 -0.28
## 3 Sprint Quadrant 50.99 10.50 -0.45 0 113.72 -197.94
## 4 Sprint Quadrant 39.73 8.20 0.04 0 -33.37 -20.92
## 5 Loser Quadrant 26.69 22.05 0.78 0 3.02 4.85
## 6 Rest Quadrant 27.74 16.48 0.08 0 9.25 12.25
## F1Mo Weekly_Trend WkESOValue WkESO Monthly_Trend MoESOValue MoESO
## 1 128.24 Downtrend 1.15 Buy Now Downtrend 43.28 Alert Buy
## 2 -5.32 Downtrend 46.97 Alert Buy New Uptrend 31.05 Still Buy
## 3 -2063.60 Downtrend 35.56 Buy Now Uptrend 73.93 Alert Buy
## 4 28.23 Downtrend 63.12 Alert Buy Downtrend 67.25 Still Buy
## 5 33.62 Downtrend 8.44 Buy Now Downtrend 45.71 Buy Now
## 6 65.02 Downtrend 10.61 Buy Now Uptrend 32.82 Buy Now
## PriceVolumeCond Last1D_PVCond Last2D_PVCond Corr20D Corr60D Corr5D
## 1 Fake Fall Real Rise Real Rise 0.91 0.86 0.88
## 2 --- Fake Rise Fake Rise -0.07 0.72 -0.12
## 3 Fake Fall Real Rise Real Rise 0.09 0.75 0.95
## 4 --- Real Rise Real Rise 0.04 0.51 -0.20
## 5 Fake Rise Real Rise Real Rise 0.84 0.69 0.78
## 6 Fake Fall Real Fall Real Fall 0.63 -0.11 0.22
## Corr5D_Direction Corr20D_Direction Corr60D_Direction MA5 MA20
## 1 -0.01 0.00 -0.04 866.0 968.50
## 2 -0.14 0.00 -0.31 349.6 352.30
## 3 -0.01 0.00 0.01 5915.0 5993.75
## 4 0.01 0.00 -0.27 10295.0 10387.50
## 5 0.00 0.01 0.10 938.0 1006.75
## 6 0.08 -0.04 -0.14 1335.0 1370.25
## MA60 MA200 Price_vs_MA200 KairiMA20 KairiMA60 KairiMA200
## 1 1102.17 1149.22 Below MA200 -9.44 -24.54 -29.86
## 2 364.10 361.75 Below MA200 -0.66 -4.03 -3.36
## 3 6515.42 6283.75 Below MA200 0.10 -8.59 -4.73
## 4 10582.92 10874.38 Below MA200 -0.85 -2.75 -5.58
## 5 1019.42 1025.50 Below MA200 -5.42 -6.75 -7.38
## 6 1349.92 1332.43 Breakdown MA200 -3.81 -2.27 -0.94
## MA20Direction MA60Direction MA200Direction MarketCap Turnover AvgMOTurnover
## 1 -8.75 -6.92 -1.90 14130.90 3.62 18.22
## 2 -1.00 -0.67 0.00 1691.73 1.06 2.03
## 3 -1.25 -18.75 1.00 277200.00 355.93 802.83
## 4 -5.00 -7.92 -5.88 120117.66 17.66 53.12
## 5 -4.50 -1.50 -0.35 4262.13 2.18 12.11
## 6 -1.00 -2.25 0.83 53964.68 21.69 35.43
## TurnoverRatio AvgMOTurnoverRatio IDXSector
## 1 0.03 NA Keuangan
## 2 0.06 0.12 Perindustrian
## 3 0.13 0.29 Keuangan
## 4 0.01 0.04 Barang Konsumen Primer
## 5 0.05 0.27 Barang Konsumen Non-Primer
## 6 0.04 0.06 Energi
## IDXIndustry Candle_Daily
## 1 Pembiayaan Konsumen Marubozu - Closing Black
## 2 Produk & Perlengkapan Bangunan Marubozu - Closing White
## 3 Bank Marubozu - Closing Black
## 4 Makanan Olahan Hammer
## 5 Ritel Otomotif White Candle - Small
## 6 Produksi Batu Bara Marubozu - Black
## Candle_Weekly Candle_Monthly Support_1 Support_2
## 1 Marubozu - Closing Black Black Candle 960.00 905.00
## 2 Marubozu - Closing White Hammer - Inverted 326.67 309.33
## 3 Marubozu - Closing Black Black Candle 5350.00 4800.00
## 4 Hammer Marubozu - Opening White 9283.33 8816.67
## 5 Three Inside Up Black Candle - Long 1016.67 973.33
## 6 Marubozu - Black Black Candle - Long 1323.33 1196.67
## Support_3 Resistance_1 Resistance_2 Resistance_3 Wk_Support_1 Wk_Support_2
## 1 825.00 1095.00 1175.00 1230.00 960.00 905.00
## 2 282.67 370.67 397.33 414.67 326.67 309.33
## 3 4075.00 6625.00 7350.00 7900.00 5350.00 4800.00
## 4 7883.33 10683.33 11616.67 12083.33 9283.33 8816.67
## 5 941.67 1091.67 1123.33 1166.67 1016.67 973.33
## 6 1103.33 1543.33 1636.67 1763.33 1323.33 1196.67
## Wk_Support_3 Wk_Resistance_1 Wk_Resistance_2 Wk_Resistance_3
## 1 825.00 1095.00 1175.00 1230.00
## 2 282.67 370.67 397.33 414.67
## 3 4075.00 6625.00 7350.00 7900.00
## 4 7883.33 10683.33 11616.67 12083.33
## 5 941.67 1091.67 1123.33 1166.67
## 6 1103.33 1543.33 1636.67 1763.332 Exploratory Data
Before we analyze stocks prices, we explore all the stocks prices as a whole.
2.1 Stocks and Market Cap
2.2 Circular Barplot
2.3 Circle
2.4 Multiple Technical Data
Tabel ini menampilkan data agregat indikator Analisis Teknikal pada saham - saham pilihan.
2.5 IDX Sector Return
Tabel ini menampilkan Multiple Return tiap Sektor.
2.6 IDX Industry Return
Tabel ini menampilkan Multiple Return tiap Industri.
2.7 Stoch. Osc. Summary - IDX Sector
Tabel ini menampilkan data Stochastic Oscillator (%K) berbagai Timeframe untuk tiap Sektor.
2.8 Daily Stoch. Osc Summary - IDX Industry
2.9 Weekly Stoch. Osc Summary - IDX Industry
2.10 Monthly Stoch. Osc Summary - IDX Industry
2.11 BB Summary - IDX Sector
Tabel ini menampilkan Multiple Return tiap IDX Sektor.
2.12 BB Summary - IDX Industry
Tabel ini menampilkan Multiple Return IDX Industry tiap IDX Sektor.
2.12.1 Table Explanatory Data
IDXIndustry_avgBB <- quantech %>%
group_by(IDXIndustry) %>%
summarize(IDXIndustry_avgBB = mean(BB))
IDXSector_avgBB <- quantech %>%
group_by(IDXSector) %>%
summarize(IDXSector_avgBB = mean(BB))
IDXSector_avgSOd <- quantech %>%
group_by(IDXSector) %>%
summarize(IDXSector_avgSOd = mean(SO))
IDXIndustry_avgSOd <- quantech %>%
group_by(IDXIndustry) %>%
summarize(IDXIndustry_avgSOd = mean(SO))
quantech <- left_join(quantech, IDXIndustry_avgBB) %>%
left_join(., IDXSector_avgBB) %>%
left_join(., IDXSector_avgSOd) %>%
left_join(., IDXIndustry_avgSOd)## Joining with `by = join_by(IDXIndustry)`
## Joining with `by = join_by(IDXSector)`
## Joining with `by = join_by(IDXSector)`
## Joining with `by = join_by(IDXIndustry)`3 Table
3.1 All Table
3.2 Positive 20D Return
Tabel ini menampilkan saham dengan Return 20 hari terakhir yang positif.
3.3 Above MA200
Tabel ini menampilkan saham dengan harga di atas MA200.
3.4 Outperform Trend
Tabel ini menampilkan Saham dalam Outperform Trend yang berarti cenderung bergerak lebih baik dari IHSG.
3.5 Outperform Trend Signal
Tabel ini menampilkan Saham yang baru saja memasuki Outperform Trend.
3.6 Outperform Quandrant
Tabel ini menampilkan Saham di dalam Outperform Quandrant yang berarti cenderung bergerak lebih baik dari IHSG.
3.7 AlertBuyNow
Tabel ini menampilkan Saham yang mendapat sinyal Buy baik Alert Buy maupun Buy Now (Golden Cross dari Stochastic Oscillator).
3.8 AlertBuyNow and Uptrend
Tabel ini menampilkan Saham yang mendapat sinyal Buy (Alert Buy dan Buy Now) dan dalam Uptrend (di atas MA20).
3.9 Weekly Net Foreign Buy
Tabel ini menampilkan Saham dengan Net Buy Asing dalam 5 hari terakhir.
3.10 Rally with Trading Value
Tabel ini menampilkan Saham yang Rally (harganya naik dan diikuti kenaikan Trading Value).
3.11 High Turnover
Tabel ini menampilkan Saham dengan Turnover (lebih) Tinggi (dari sebelumnya).
3.12 High Turnover+Buy
Tabel ini menampilkan Saham dengan Turnover Tinggi dengan sinyal Buy (Alert Buy dan Buy Now).
3.13 Undershoot
Tabel ini menampilkan Saham yang Undershoot (dibawah Below Bollinger Band).
3.14 Fake Fall
Tabel ini menampilkan Saham yang harganya turun dan diikuti penurunan Trading Value.
3.15 Squat Bars
Tabel ini menampilkan Squat Bar (kenaikan harga tidak setinggi kenaikan Trading Value).
3.16 All Returns
Tabel ini menampilkan saham dengan semua Return yang tersedia (1D, 5D, 20D dan YTD).
3.17 Chart Strategies Return
Tabel ini menampilkan saham Chart Strategy dengan semua Return yang tersedia (1D, 5D, 20D dan YTD).
4 Graphic Stocks
4.1 All Stocks
4.2 Stock with AlertBuyNow
Grafik ini menampilkan Saham yang mendapat sinyal Buy baik Alert Buy maupun Buy Now (Golden Cross dari Stochastic Oscillator).
4.3 Stock with AlertBuyNow and Uptrend
Tabel ini menampilkan Saham yang mendapat sinyal Buy (Alert Buy dan Buy Now) dan dalam Uptrend (di atas MA20).
4.4 Stock that Rally with Trading Value
Tabel ini menampilkan Saham yang Rally (harganya naik dan diikuti kenaikan Trading Value).
4.5 Stocks with Positive 20D Return - O/P Trend
Grafik ini menampilkan Saham dan Trend-nya yang mencatat Positive 20D Return, dipisahkan berdasarkan Outperform Trend.
4.6 Stocks with Positive 20D Return - IDX Sector
Grafik ini menampilkan Saham dan IDX Sector-nya yang mencatat Positive 20D Return - dipisahkan berdasarkan IDX Sector
4.7 Stocks with Positive 20D Return - IDX Sector (alternative)
Grafik ini menampilkan Saham dan IDX Sector-nya yang mencatat Positive 20D Return - dipisahkan berdasarkan IDX Sector
4.8 Stocks with Positive 1D, 5D and 20D Return
Grafik ini menampilkan Saham dan Relation-nya yang mencatat Positive 20D, 5D dan 1D Return.
4.9 Stocks with Net Buy Asing 20D and 5D
Grafik ini menampilkan Saham dan Trend-nya yang mencatat Net Buy Asing dalam 5 dan 20 hari terakhir.
4.10 Stocks with Net Buy Asing 20D and 5D (IDX Sector)
Grafik ini menampilkan Saham dan Trend-nya yang mencatat Net Buy Asing dalam 5 dan 20 hari terakhir.
4.11 Stocks with High Turnover
4.12 Stocks with High Turnover (IDX Sector)
4.13 Stocks with High Turnover and Buy Signs
4.14 Stocks with Trend and Momentum
4.15 Stocks with Trend and Momentum (Best Area only)
5 Graphic IDXSectors
5.1 IDXSector in Trend and Momentum
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Trend dan Stoch. Oscillator.
5.2 IDXIndustry in Trend and Momentum
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Trend dan Stoch. Oscillator.
5.3 IDXSector in Foreign Net Buy 5D Positive
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Net Buy Asing yang positif dalam 5 hari.
5.4 IDXIndustry in Foreign Net Buy 5D Positive
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Net Buy Asing yang positif dalam 5 hari.
5.5 IDXSector in 1D, 5D and 20D % Change
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Rata - Rata Pergerakannya dalam 1D, 5D dan 20D.
5.6 IDXIndustry in 1D, 5D and 20D % Change
Grafik ini menampilkan Sektor dan Relasinya-nya dengan Rata - Rata Pergerakannya dalam 1D, 5D dan 20D.
6 Graphic IDX Stock Explorer Rotation
6.1 Stock Explorer Quadrant
Grafik Stock Explorer Quadrant ini menampilkan Saham dan Trend-nya dengan sinyal.
6.2 Stock Explorer Quadrant (O/P Trend Only)
Grafik Stock Explorer Quadrant ini hanya menampilkan Saham (berserta Trend) yang berada pada kuadran Outperform.
6.3 Stock Explorer Quadrant (O/P Trend Only) with Uptrend
Grafik Stock Explorer Quadrant ini hanya menampilkan Saham (berserta Trend) yang berada pada kuadran Outperform.
6.4 Stock Explorer Quadrant (O/P Trend Only) with Buy Signal and Uptrend
Grafik Stock Explorer Quadrant ini hanya menampilkan Saham (berserta Trend) yang berada pada kuadran Outperform.
6.5 Stock Explorer Quadrant (O/P Quadrant Only)
Grafik Stock Explorer Quadrant ini hanya menampilkan Saham (berserta Trend) yang berada pada kuadran Outperform.
6.6 Stock Explorer Quadrant (O/P Quadrant Only) with Uptrend
Grafik Stock Explorer Quadrant ini hanya menampilkan Saham (berserta Trend) yang berada pada kuadran Outperform.
6.7 Stock Explorer Quadrant (O/P Quadrant Only) with Buy Signal and Uptrend
Grafik Stock Explorer Rotation ini hanya menampilkan Saham yang mendapat sinyal Buy (Alert Buy dan Buy Now), dalam kondisi Uptrend dan berada pada kuadran Outperform.
6.8 Stock Explorer Quadrant - Consumer Related
Grafik Stock Explorer Quadrant ini menampilkan Saham dan Trend-nya dengan sinyal.
6.9 Stock Explorer Quadrant - Comdty and Infra Related
Grafik Stock Explorer Quadrant ini menampilkan Saham dan Trend-nya dengan sinyal.
6.10 Stock Explorer Quadrant - Interest Related
Grafik Stock Explorer Quadrant ini menampilkan Saham dan Trend-nya dengan sinyal.
7 Trading Modules
7.1 Low Correlation
7.2 High Correlation
7.3 Squeezing to Blow
7.4 Buy on Weakness in Uptrend
7.5 New Uptrend
7.6 No Weekly and Monthly Overbought
8 Cluster
8.1 1D, 5D, 20D & YTD Return
Table dan Grafik ini menggolongkan saham pada return 1, 5, 20 hari dan YTD (dari sejak awal tahun 2020).
## Ticker D1Ch D5Ch D20Ch YTDCh
## 1 ACES 0.00 1.20 5.62 70.36
## 2 ADHI 2.04 1.01 -11.50 -58.68
## 3 ADMR -2.22 0.38 -1.49 -22.12
## 4 ADRO -0.37 -2.16 -5.56 -29.35
## 5 AKRA 3.16 2.52 3.82 16.43
## 6 AMRT 1.48 0.74 -0.72 3.40
## 7 ANTM 1.63 -0.40 -20.13 -37.03
## 8 ARTO 6.19 4.21 -5.11 -40.05
## 9 ASII -1.34 -0.67 -5.74 -22.28
## 10 ASLC 0.00 -8.75 -21.51 -39.67
## 11 ASSA -0.74 -5.59 -15.63 -12.90
## 12 AUTO -0.82 -1.89 -8.08 24.66
## 13 AVIA -2.88 -5.61 1.00 -19.84
## 14 BBCA 0.00 4.35 2.40 12.28
## 15 BBNI 0.00 1.34 -4.82 -1.58
## 16 BBRI -0.90 2.09 -5.98 -10.93
## 17 BBTN -0.80 0.00 0.00 -8.15
## 18 BFIN -2.21 0.57 -16.51 -16.11
## 19 BIRD -0.33 -0.65 -0.65 8.51
## 20 BJTM 0.00 1.96 -8.77 -26.76
## 21 BMRI -2.04 2.13 -0.41 20.89
## 22 BSDE -2.04 1.05 1.05 4.35
## 23 BTPS 4.15 4.15 -6.61 -59.50
## 24 CLEO -0.79 -3.85 5.04 125.23
## 25 CPIN 6.69 0.00 -1.45 -9.73
## 26 CTRA -2.67 -2.23 -3.52 16.49
## 27 DMAS -1.27 1.97 -5.49 -2.52
## 28 DRMA 1.73 3.53 -3.30 50.43
## 29 ELSA 0.46 7.43 -1.81 39.10
## 30 ERAA -1.02 -3.48 -3.96 -1.02
## 31 EXCL -0.92 0.00 -12.55 0.93
## 32 HRTA -0.56 1.15 -10.66 74.26
## 33 HRUM -0.88 0.45 -17.95 -30.86
## 34 ICBP 0.00 -3.51 -0.96 3.00
## 35 IMPC 0.00 -5.41 -5.41 9.38
## 36 INCO -3.32 -0.73 -19.21 -42.54
## 37 INDF -0.84 -3.27 -3.66 -11.90
## 38 INKP -0.28 0.29 -8.83 0.57
## 39 INTP -1.68 -1.01 4.64 -26.01
## 40 IPCC -0.76 -5.07 -4.38 14.91
## 41 ISAT 0.72 3.19 2.44 70.04
## 42 JPFA 0.69 9.40 2.46 12.36
## 43 JSMR 0.70 1.52 2.55 68.62
## 44 KLBF -1.27 -0.96 2.99 -25.84
## 45 MAIN 4.00 5.69 8.33 32.65
## 46 MAPA -2.05 -5.92 -11.73 85.71
## 47 MAPI -1.05 -3.74 0.71 -2.08
## 48 MEDC 1.56 2.77 -7.47 28.08
## 49 MIDI 0.00 3.06 6.32 43.26
## 50 MIKA -0.67 0.00 -4.84 -7.52
## 51 MPMX 1.06 0.53 -8.61 -14.73
## 52 MTEL 0.78 3.20 7.50 -19.38
## 53 MYOR 0.42 0.84 3.91 -4.40
## 54 POWR 0.81 0.00 -7.46 -6.06
## 55 PTPP -0.67 -9.15 -18.58 -58.32
## 56 PWON -1.04 -5.94 -3.55 -16.67
## 57 SCMA 1.38 8.89 5.00 -28.64
## 58 SIDO 1.35 0.67 8.70 -0.66
## 59 SMGR -0.27 0.82 -7.52 -43.88
## 60 TAPG -0.88 0.00 3.70 -11.81
## 61 TLKM 0.00 3.87 0.00 -21.33
## 62 TOWR -3.57 -2.17 -9.40 -38.64
## 63 ULTJ -1.07 2.78 -1.60 25.42
## 64 UNTR 0.46 -1.36 -3.12 -16.688.1.1 Graph YTD - 5D
8.1.2 Graph 20D - 5D
8.1.3 Graph 1D - 5D
8.1.4 Table
8.2 Daily, Weekly and Monthly Stoch. Osc
Table dan Grafik ini menggolongkan saham berdasarkan Daily dan Weekly Stochastic Oscillator.
8.2.1 Graph
8.2.2 Table
8.3 20D & 60D Correlation
Table dan Grafik ini menggolongkan saham berdasarkan Korelasi terhadap IHSG dalam 20 dan 60 hari terakhir.
8.3.1 Graph
8.3.2 Table
8.4 IDXSector Return Cluster
8.4.1 Graph
8.4.2 Table
8.5 IDXIndustry Return Cluster
8.5.1 Graph
8.5.2 Table
8.6 Foreign Flow
8.6.1 Graph
8.6.2 Table
8.7 KairiMABB
8.7.1 Graph
8.7.2 Table
8.8 Kairi MA5, MA20, MA60 and MA200
8.8.1 Graph
8.8.2 Table
9 Custom Index
9.1 Creating Index
range(quantech_full$DateTime)## [1] "2023-08-16" "2024-06-24"bank_index <- quantech_full %>%
select(DateTime, Ticker, Close) %>%
filter(Ticker %in% c("BMRI", "BBNI", "BBCA", "BBRI")) %>%
group_by(DateTime) %>%
summarise(bank_index = sum(Close)/n())
# prajogo_index <- quantech_full %>%
# select(DateTime, Ticker, Close) %>%
# filter(Ticker %in% c("BREN", "TPIA", "BRPT")) %>%
# group_by(DateTime) %>%
# summarise(prajogo_index = sum(Close)/n())
fmcg_index <- quantech_full %>%
select(DateTime, Ticker, Close) %>%
filter(Ticker %in% c("INDF", "ICBP", "MYOR", "SIDO")) %>%
group_by(DateTime) %>%
summarise(fmcg_index = sum(Close)/n())
telecom_index <- quantech_full %>%
select(DateTime, Ticker, Close) %>%
filter(Ticker %in% c("EXCL", "TLKM", "ISAT")) %>%
group_by(DateTime) %>%
summarise(telecom_index = sum(Close)/n())
property_index <- quantech_full %>%
select(DateTime, Ticker, Close) %>%
filter(Ticker %in% c("BSDE", "CTRA", "PWON")) %>%
group_by(DateTime) %>%
summarise(property_index = sum(Close)/n())9.1.1 Chart
fmcg_index %>%
ggplot(aes(x = DateTime, y = fmcg_index))+
geom_line()+
geom_ma(ma_fun = SMA, n = 20) +
# geom_bbands(ma_fun = SMA, sd = 2, n = 20)+
labs(title = "FANG Candlestick Chart",
subtitle = "Experimenting with Multiple Stocks",
y = "Closing Price", x = "") +
theme_tq()## Warning: Using the `size` aesthetic in this geom was deprecated in ggplot2 3.4.0.
## ℹ Please use `linewidth` in the `default_aes` field and elsewhere instead.
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.
9.1.2 Multiple Charts
quantech_full %>%
filter(IDXSector == "Barang Baku", Trend %in% c("New Uptrend", "Uptrend")) %>%
ggplot(aes(x = DateTime, y = Close))+
geom_line()+
geom_ma(ma_fun = SMA, n = 20) +
# geom_bbands(ma_fun = SMA, sd = 2, n = 20)+
labs(title = "FANG Candlestick Chart",
subtitle = "Experimenting with Multiple Stocks",
y = "Closing Price", x = "") +
facet_wrap(~ Ticker, ncol = 2, scales = "free_y")+
theme_tq()
9.1.3 Return Chart
left_join(bank_index, telecom_index) %>%
left_join(., fmcg_index) %>%
pivot_longer(cols = !DateTime) %>%
group_by(name) %>%
filter(DateTime > "2023-12-31") %>%
tq_mutate(select = value, mutate_fun = periodReturn, period = "daily", type = "arithmetic") %>%
mutate(wealth.index = 100 * cumprod(1 + daily.returns)) %>%
ggplot(aes(x = DateTime, y = wealth.index, color = name)) +
geom_line(linewidth = 1) +
labs(title = "MA and V: Stock Prices") +
theme_tq() +
scale_color_tq()## Joining with `by = join_by(DateTime)`
## Joining with `by = join_by(DateTime)`
9.1.4 Monthly Graph Return
quantech_full %>%
filter(Ticker %in% c("BMRI", "BBCA", "BBRI", "BBNI"), DateTime > "2023-12-31") %>%
# filter_by_time(.date_var = DateTime, .start_date = "2024") %>%
group_by(Ticker) %>%
tq_transmute(select = Close, mutate_fun = periodReturn, period = "monthly", type = "arithmetic") %>%
ggplot(aes(x = DateTime, y = monthly.returns, fill = Ticker)) +
geom_col() +
geom_hline(yintercept = 0, color = palette_light()[[1]]) +
scale_y_continuous(labels = scales::percent) +
labs(title = "Monthly Returns",
# subtitle = "Get annual returns quickly with tq_transmute!",
y = "Annual Returns", x = "") +
facet_wrap(~ Ticker, ncol = 2, scales = "free_y") +
theme_tq() +
scale_fill_tq()
10 Performance
periodReturn(bank_index %>% as.data.frame(), period = "monthly", subset = "2024")## monthly.returns
## 2024-01-31 0.041431262
## 2024-02-29 0.048824593
## 2024-03-28 0.009482759
## 2024-04-30 -0.081468830
## 2024-05-31 -0.111565638
## 2024-06-24 0.027208037charts.PerformanceSummary(R = periodReturn(bank_index %>% as.data.frame(), period = "monthly", subset = "2024"))